Tree lights are fairly fragile and, having been packed away in a box in the attic for the last twelve months, it's hardly surprising that they don't always work first time.
Before plugging in, and switching on, you should check the lights carefully.
Unravel and lay the them carefully on the floor.
Make a visual check for any obvious problems like missing / broken lamps or damaged wire.
Check that the plug is securely and correctly fitted. Make sure each lamp is properly fitted. If everything is OK, plug in the lights and switch on.
If they don't work, switch off at the socket and unplug. Check that the fuse in the plug hasn't blown by replacing with a suitably rated new one.
If they still don't work, switch off at the socket and unplug. Replace the 'fuse lamp' which is usually marked with a white top, with a new fuse lamp.
If they still don't work, switch off at the socket and unplug. Test each lamp in turn with a simple lamp tester available from many stores. Without a tester, you will have to replace each bulb in turn with a new / working one, remembering to switch off at the socket and unplug after each test.
If they still don't work, maybe a new set is called for.
Remember, take great care as with all electrical items. Always switch off the socket and unplug before carrying out ANY work on them. If you are in any doubt, consult a professional electrician.